ICE Russell 2000 Mini Future December 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 704.9 695.2 -9.7 -1.4% 688.5
High 704.9 695.2 -9.7 -1.4% 700.2
Low 693.5 655.0 -38.5 -5.6% 622.6
Close 699.2 662.5 -36.7 -5.2% 693.6
Range 11.4 40.2 28.8 252.6% 77.6
ATR 23.0 24.5 1.5 6.6% 0.0
Volume 35 65 30 85.7% 703
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 791.5 767.3 684.5
R3 751.3 727.0 673.5
R2 711.0 711.0 669.8
R1 686.8 686.8 666.3 678.8
PP 671.0 671.0 671.0 667.0
S1 646.5 646.5 658.8 638.8
S2 630.8 630.8 655.3
S3 590.5 606.5 651.5
S4 550.3 566.3 640.5
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 905.0 876.8 736.3
R3 827.3 799.3 715.0
R2 749.8 749.8 707.8
R1 721.8 721.8 700.8 735.8
PP 672.3 672.3 672.3 679.3
S1 644.0 644.0 686.5 658.0
S2 594.5 594.5 679.3
S3 517.0 566.5 672.3
S4 439.3 488.8 651.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 709.5 655.0 54.5 8.2% 16.5 2.5% 14% False True 48
10 735.1 622.6 112.5 17.0% 33.5 5.1% 35% False False 94
20 836.9 622.6 214.3 32.3% 25.3 3.8% 19% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 866.0
2.618 800.5
1.618 760.3
1.000 735.5
0.618 720.0
HIGH 695.3
0.618 679.8
0.500 675.0
0.382 670.3
LOW 655.0
0.618 630.3
1.000 614.8
1.618 590.0
2.618 549.8
4.250 484.3
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 675.0 680.0
PP 671.0 674.3
S1 666.8 668.3

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These figures are updated between 7pm and 10pm EST after a trading day.

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